Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs |
scientific article |
Statements
Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (English)
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12 October 2015
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Skorokhod embedding problem
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reflected forward-backward stochastic differential equations
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Root barriers
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obstacle problems
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viscosity solutions
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